Thursday, June 11, 2009

Quotetracker Automated Trade System Execution Speed


I tested out the execution speed for my QuoteTracker Automated Trade System today and made a video. It took 6 seconds from the time the signal fired to the time I got filled. Also the trailing stop adjusted to the trade what appeared to be less then a second on bracket trader and IB's TWS. Six seconds really isn't that bad of a lag depending on the type of strategy your implementing.



On a side not, I noticed QT's charts were printing candles 1min ahead of the actual time stamp, ie the 6:15am 1min candle (1min candle chart) should have had a close of 940.75 with 537 as the volume but instead it had the close for the 6:15am as 941.25 and 1310 as the volume, which in actuality should have been the close for the 6:16am 1min bar.I checked against IB and ZenFire data, so this is just an issue with QT printing candles 1min early.

PS- How often do you get door to door religious recruits coming to your house? I'd say I average about 1 every 2 months. They always come in groups of 2. I normally try to answer the door naked before they walk away. Good times.........

8 comments:

Anonymous said...

hi,

Do you have to pay any fees to IB for registering an account with them? I have already had a broker (not listed in QT's list of data feed sources) but just wants to use IB's data feed with QT.

Regards
Bryan

HPT on 7:01 AM said...

U just have to deposit money into an account. If you don't make any trades in a month the data fee cost is $10 (or $3 if your under 25y/o I believe). If you generate $30 in commission the data fee is waived I believe. IB is pretty competitive on commission and has good functionality and abilities despite not giving true tick data.

Anonymous said...

Per the religious folks, try this one. Don't answer the door naked, but open the door for them and invite them in. Make sure you are very interested in what they are saying. After a few moments, tell them you want to go get your bible. Leave the room, strip down, and come back with a raging hard on, cock in hand, and with a big smile on your face exclaim, "teach me about Jesus!". :)

HPT on 7:27 AM said...

Will do!

HPT on 7:53 AM said...

Today I had a trade take 4 seconds from signal to getting filled at IB. Avg is 4-6 seconds.

Anonymous said...

Thanks for the information, HPT :) !

Jules on 7:28 PM said...

Yikes, HPT! Glad I decided that door-to-door witnessing wasn't for me...though I really wouldn't complain if I caught you naked!! LOL!!!

HPT on 9:22 PM said...

Sweeet!!!!!!

:)

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